text: It's actually called paradoxical cold, and it's puzzled scientists for years. The idea is that our skin has thermoreceptors which fire depending on the heat of the surface. So if it's cold, our cold thermoreceptors fire. If it's warm, our warm thermoreceptors fire. However, scientists have found that with extremely high temperatures, sometimes our cold thermoreceptors fire, which give us that cold feeling. Some scientists also think that maybe the cold receptors are there to help us detect extreme temperatures on both ends of the spectrum, which would explain why they fire when making contact with hot or cold surfaces. TL;DR: we don't actually know why it happens, but we do know that the same receptors that tell us something is cold are triggered when touching extreme heat. Note: I am not a specialist in the field, but it does interest me so if there is a scientist that can correct me, please do so.